Blockwise empirical Euclidean likelihood for weakly dependent processes
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- scientific article; zbMATH DE number 5503181
Cites work
- A general resampling scheme for triangular arrays of -mixing random variables with application to the problem of spectral density estimation
- Empirical likelihood and general estimating equations
- Empirical likelihood for linear models
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- scientific article; zbMATH DE number 1536382 (Why is no real title available?)
- scientific article; zbMATH DE number 1542884 (Why is no real title available?)
Cited in
(18)- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence interval for positively associated series
- A nonstandard empirical likelihood for time series
- Empirical likelihood for NA series
- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes
- Unbiased quasi-regression
- Regenerative block empirical likelihood for Markov chains
- scientific article; zbMATH DE number 5503181 (Why is no real title available?)
- An empirical likelihood method for spatial regression
- A review of empirical likelihood methods for time series
- A Euclidean Likelihood Estimator for Bivariate Tail Dependence
- Empirical likelihood for a long range dependent process subordinated to a Gaussian process
- A Progressive Block Empirical Likelihood Method for Time Series
- Blockwise empirical Cressie-Read likelihood for weakly dependent data
- Blockwise empirical likelihood for time series of counts
- Empirical Euclidean likelihood for general estimating equations under association dependence
- Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes
- Empirical likelihood inference for partial linear models under martingale difference sequence
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